Iterated Brownian motion in bounded domains in Rn

Stochastic Processes and their Applications

Volumn 116, Issue 6, 2006, Pages 905-916

  Nane, Erkan ^a  

^a PURDUE UNIVERSITY   (United States)

Author keywords

Bounded domain; Brownian time Brownian motion; Exit time; Iterated Brownian motion

Indexed keywords

ASYMPTOTIC STABILITY; COMPUTATIONAL METHODS; ITERATIVE METHODS; PROBABILITY; SET THEORY; THEOREM PROVING;

BOUNDED DOMAINS; BROWNIAN TIME BROWNIAN MOTIONS (BTBM); ITERATED BROWNIAN MOTIONS;

BROWNIAN MOVEMENT;

EID: 33745326651     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2005.10.007     Document Type: Article

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